quantitive-finance

There are 5 repositories under quantitive-finance topic.

• Kismuz / btgym

  Scalable, event-driven, deep-learning-friendly backtesting library

  reinforcement-learningdeep-reinforcement-learninggym-environmentopenai-gymbacktesting-trading-strategiesalgorithmic-trading-librarytime-seriesa3ctensorflowbacktraderunrealadvantage-actor-criticpolicy-optimisationpolicy-gradientquantitive-financealgoritmic-tradingstatistical-arbitragehacktoberfest
  Language:Python 980

• mgroncki / IPythonScripts

  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

  quantitive-financepricing-derivativeshedgingmachine-learningdeep-learningmonte-carlomonte-carlo-simulationxvacvacounterparty-credit-risk
  Language:Jupyter Notebook 142

• metalcorebear / Markowitzify

  Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

  financequantitive-financestock-portfolio-managermarkowitz-portfoliomachine-learning-algorithmsclustering-algorithmmarkowitzmarkowitz-modelstock-analysisasset-managementassets-managementasset-managermonte-carlo-simulationportfolio-optimizationhurst-exponentsharpe-ratiobacktesting-trading-strategiesrelative-strength-indextrading-strategiescryptocurrency-exchanges
  Language:Python 36

• pindaroso / quant-resources

  A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

  quantitive-finance
  10

• 404notfound-3 / quantity-calculator

  A Quantity calculator which suggests you best position size following your Risk Management.

  stock-marketrisk-managementtkinter-pythonnseindianational-stock-exchangetradecapitalfinancequantitive-financetradingtrading-strategiesfintech
  Language:Python 6

• KarelZe / thesis

  My thesis 🏅

  classificationkarlsruhe-institute-of-technologykitmlquantitive-finance
  Language:TeX 4

• GabrielAbra / modfin

  The ModFin project aims to provide users with the necessary tools for modeling and analyzing individual assets and portfolios.

  financeportfoliopythonquantitativequantitive-financetime-series
  Language:Python 2

• Kiri28 / forecmodels

  Base indicators and forecasting models for statistics and quantitive analysis

  pythonstatisticsquantitative-analysisquantitive-financeeconometrics
  Language:Python 2

• AGuyNamedDJ / Lumen

  An advanced platform for quantitative trading strategies, including AI-driven price prediction models and user management systems. Emulating institutional-grade practices like Citadel, it facilitates the development, training, and deployment of machine learning models for precise market forecasting.

  aialgorithmic-tradingartificial-intelligencemachine-learningnodepythonquantitive-financetensorflowfinacial-modeling
  Language:JavaScript 1

• bab3nk0v / go-backtest-opt-toolkit

  Part of my master's thesis, this repository showcases my foray into quantitative research, reflecting my analytical prowess through complex data manipulation and advanced statistical strategies, harnessed to distill actionable insights in the realm of financial markets.

  algotradingmachine-learningbacktestingbacktesting-trading-strategiesquantitivequantitive-finance
  Language:C 1